After the Academy Nominees Lunch, the wonderful staff at the Beverly Hilton’s Circa 55 find me a small kitchen with frosted glass sliding doors for a private audience with Leonardo DiCaprio, whose security man whisks him in through the kitchen; DiCaprio helps me move a small table and chairs into the light.

I ask him about whether he sees himself as an independent. “I inherently knew the actor I wanted to be at 15,” he says. “I knew the type of movies I wanted to do. In a lot of ways ‘Titanic’ was something I had to think about for a long time, I’d done independent movies, it was a divergence from the type of movies I’d done.” He turned his back on conventional leading man roles because “I knew if you keep repeating yourself the audience and the next generation will be completely bored with you forever.”

But after “Titanic” became a global blockbuster, DiCaprio ran with the ball, he said: “‘Fantastic,’ let’s create something out of this. I was able to finance my own movies.” (The comic “King of the World” shtick with Jonah Hill on Saturday Night Live came up on the spot; DiCaprio thought about it for a minute, saw it was funny, and went for it: “I’d love to host SNL someday.”)

DiCaprio took an active role in finding movies he wanted to star in via his Appian Way Productions, from “Aviator,” which took ten years to get made with Scorsese, to “The Wolf of Wall Street,” which clocked seven years from start to finish. “It’s getting the right writers involved,” he says, “getting the right director from the onset and creating a story that hopefully takes some chances that doesn’t hit the necessary beats that studios deem worthy for financing films.”

In today’s market it is not easy to get these big-scale movies made, even for DiCaprio, although he has five Oscar and ten Golden Globe nominations to his credit. “I could not get ‘Aviator’ or ‘Blood Diamond’ financed now,” he says. “I know the ebbs and flows of this business, these are epics, but they are not appetizing to studios.”

Thus after a developing “The Wolf of Wall Street” at Warner Bros., the studio passed and DiCaprio chased the freedom of independent financing. Two years ago at the Golden Globes he told Scorsese he had lined up financing from foreign sales company Red Granite and it was now or never. Scorsese told me at the Academy lunch that the movie could never have been made with a studio hovering over every bad word. So he agreed to do his fifth film with DiCaprio. (See all five Scorsese/DiCaprio films in New York.)

Jonah Hill and Matthew McConaughey changed the nature of Scorsese’s filming process on “The Wolf of Wall Street,” as the entire cast and crew adapted to a more improvisational style. “The whole experience was very loose, like organized chaos,” says DiCaprio. “We improvised a lot beforehand and reimprovised that improvisation.”

While he never saw the quaalude scene as the film’s most memorable sequence ahead of time, DiCaprio says Scorsese did– condensing three scattered scenes to be a film within a film, then meticulously mapping out the sequence with a shot list, a rig set up for DiCaprio to fall on the floor and then crawl “like a sci-fi primordial beast” toward the Lamborghini in wide shot.

He has another favorite scene: “For me the scene on the boat trying to blackmail the FBI agent kind of defines the ridiculousness of Jordan Belfort in that moment.”

The actor is not known as a comedic actor. “While we were making the movie we weren’t thinking about how do we make this funny,” he says. “We were just pushing the envelope on the absurdity of their life, and it became funnier and funnier. They had to take Marty’s laugh track out.”

The actor-producer is enjoying some time off from acting after back-to-back filming on “The Great Gatsby” and “The Wolf of Wall Street,” and has nothing on the books as yet. DiCaprio recently acquired rights to the story of accused Olympic bomber Richard Jewell, which is still at the onset of development with Jonah Hill.